If you want to test another CPU and another GPU you have to physically switch them. Like how are you gonna test 2 CPU without removing one and installing the other one?
When you test hardware like you want to do you have a test bench and the thing you switch is the hardware you want to test and the OS you use. Let's say you use a Nvidia Card and an Intel CPU well you use a Windows 10 already installed on a SSD where you had the latest Nvidia drivers installed and the OS is for an Intel platform using the Intel Chipset Drivers. For an AMD system you would have to use another OS. They do not install Windows everytime they switch hardware but they do switch the hardware. You will need more than 1 test bench if you want to switch quickly between the two.
If you take a look at JayTwoCents, Linus, BitWit etc on Youtube you can see that they have to change the hardware.
There's no PCIe "switchboard" commercially available.
Well, not all CPUs fit on all sockets, chipset and MB. Closest to what you want is to take an MB that works with all let's say Ryzen CPUs, best Ryzen CPU like r9 5950x and disable some cores to make it work same as lower end Ryzen. That would cover performance of all Zen3 (Ryzen 5000 processors), Similarly use 3950x for all 3000 Ryzen, 2950x for all Ryzen 2000 etc.
Every series of Ryzen has same or similar IPC and single core performance. For Intel, it's more problematic as they keep on changing sockets and chip compatibility with each generation.
For simultaneous comparison of dedicated GPUs, you would need an MB that has at least 2 PCIe x16 ports and sufficient number of PCIe lanes to serve them at same time.
As for OS, you should make one windows disk to run with Intel drivers and another one with AMD MB drivers.